| 課程目標 |
討論簡單迴歸及多元迴歸之係數估計與各種考驗，實證資料之問題，及假設條件不成立之問題及解決之道，模型之設定及選擇之問題，時間數列分析與新近計量經濟分析方法之進展。期許修習之後有能力解讀一般之實證分析及獨立做一些實證研究。 |
Objectives |
Reviews regression and time series analysis, covered in the course of Quantitative Methods, and introduces the recent developments in Econometrics and Time Series Analysis with emphasis on their applications to financial researches. |